KayPea,
I can't remember where I had a comped single malt last as I just don't drink on the floor much due to very light pours (I drink it on the rocks). Unless you're playing higher limits, your best bet is probably at a locals joint and then it'll probably be Glenlivit or Glenfidich, but nothing more exotic than those. I know a lot of places won't even comp a JW Blk Label or Chivas, so a good single malt is out of the question. If you are playing higher limits though, the options will go up accordingly at most places.
Good Luck!
Ric at Joes